+13.8%
A vs JBHT
+15.0%
-1.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -1.8% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | +1.4% | -3.1% | +4.5% | +2.4% |
| 3M | +21.9% | -19.5% | +41.5% | +30.2% |
| 6M | +46.7% | -9.6% | +56.2% | +49.2% |
| YTD | +27.2% | +13.3% | +13.9% | +18.0% |
| 1Y | +17.9% | +29.7% | -11.8% | +3.7% |
| 3Y | +61.1% | +28.3% | +32.8% | +36.8% |
| 5Y | +13.8% | +18.5% | -4.6% | -4.7% |
| All | +13.8% | +15.0% | -1.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling